Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51679.21 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48480.15 Kr¶

PnL: ---------------------------------------> -607.42 Kr¶

DD now: ---------------------------------> -0.51 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 10:05:08.940146'

Anic Portfolio¶

Today¶

Return: -0.423 %¶

This Week¶

Return: 8.736 %¶

Total¶

Return: 69.184 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -0.770000 776.000000 103.000000 15.300000 673.000000
Nordea Bank Abp 29 -0.160000 3529.300000 75.300000 2.180000 3453.999992
SAAB B 8 0.490000 3444.000000 67.000000 1.980000 3377.000000
HEBA B 70 -1.030000 2695.000000 59.000000 2.240000 2636.000010
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Resurs Holding 22 0.220000 610.280000 36.280000 6.320000 573.999998
Swedbank A 3 1.120000 597.600000 33.600000 5.960000 564.000000
AcadeMedia 12 -0.930000 588.960000 31.960000 5.740000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.210000 382.300000 27.300000 7.690000 355.000000
OEM International B 7 -0.380000 546.700000 18.700000 3.540000 527.999997
Intrum 4 0.410000 541.600000 14.600000 2.770000 527.000000
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Karnov Group 9 0.500000 546.300000 10.300000 1.920000 536.000004
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Securitas B 6 -1.120000 572.640000 2.640000 0.460000 570.000000
Samhällsbyggnadsbo. i Norden D 12 0.190000 247.200000 1.200000 0.490000 246.000000
Handelsbanken A 5 0.280000 544.750000 -1.250000 -0.230000 546.000000
Coor Service Management Hold. 8 -0.230000 530.000000 -2.000000 -0.380000 532.000000
Corem Property Group B 59 -1.320000 573.780000 -3.220000 -0.560000 576.999999
Midsona B 63 -2.650000 579.600000 -3.400000 -0.580000 582.999984
Fastighetsbolag. Emilshus Pref 21 -3.280000 557.550000 -4.450000 -0.790000 562.000005
Boozt 12 0.070000 1646.400000 -7.600000 -0.460000 1653.999996
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Essity B 2 -0.330000 548.200000 -25.800000 -4.490000 574.000000
CTEK 13 -0.690000 502.970000 -31.030000 -5.810000 533.999999
Fasadgruppen Group 38 -0.180000 4104.000000 -37.000000 -0.890000 4140.999992
International Petroleum Corp. 5 -2.540000 556.000000 -38.570000 -6.490000 594.565215
Essity A 4 0.000000 1108.000000 -41.000000 -3.570000 1149.000000
Vivesto 1368 0.000000 567.720000 -45.280000 -7.390000 612.999432
Beijer Electronics Group 27 -0.710000 3018.600000 -65.400000 -2.120000 3083.999994
OX2 22 0.250000 1786.400000 -202.600000 -10.190000 1989.000002
Axfood 15 0.440000 4063.500000 -236.500000 -5.500000 4300.000005
Ovzon 64 -2.040000 3385.600000 -610.400000 -15.280000 3996.000000
TOTAL 48480.150000 -607.420000 -0.51049% 49087.564636

Updated:¶

'2023-01-31 10:05:22.252175'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶